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Volatility
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exchange rates
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fat-tailed distributions
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1996-2005
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European financial management : the journal of the European Financial Management Association
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Journal of international money and finance
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ECONIS (ZBW)
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The effect of VaR based risk management on asset prices and the volatility smile
Berkelaar, Arjan B.
;
Cumperayot, Phornchanok J.
; …
- In:
European financial management : the journal of the …
8
(
2002
)
2
,
pp. 139-164
Persistent link: https://www.econbiz.de/10001688472
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2
Linkages between extreme stock market and currency returns
Cumperayot, Phornchanok J.
;
Keijzer, Tjeert
;
Kouwenberg, Roy
- In:
Journal of international money and finance
25
(
2006
)
3
,
pp. 528-550
Persistent link: https://www.econbiz.de/10003336184
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